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updated 12:11:54 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.79%
3d Period Avg+27.07%
swing±24.23%
LONG BloFin · now
−19.83%
3d avg:+4.87%
SHORT Gate.io · now
+10.96%
3d avg:+31.94%
Entry Spread Now
+0.024%
Eaten by executionL 0.1252 · S 0.1252+$2.40 if it converges
24h range −0.22%…+0.79% · median +0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$39.19
−0.39%
$Avg Daily PnL
+$7.00
+0.0700%
★Best Day
+$9.33
Sep 16
◎Open Interest
BloFin$2.41M
Gate.io$26.37M⚡Funding APR
+25.55%
annualized · funding only
⚠Execution Cost
−$60.19
entry + exit fees
⏱Payback
8.6d
to break even
◧24h Volume
BloFin$61.5KGate.io$842.6KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$60.19 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.